When searching for directions in Madrid, transit options that include the Empresa Municipal de Transportes de Madrid bus line, the Cercanías Madrid, and the Madrid Metro are now available. Madrid does not, however, have full transit routes visible in the Maps app as of yet, so transit support is still rolling out.
Transit directions were first added to Apple Maps in 2015 as part of iOS 9. At launch, transit information was only available in a handful of cities, but Apple has been working hard to expand the feature to additional locations. Transit information is now live in dozens of cities and countries around the world, with a full list available on Apple's iOS 10 Feature Availability website.
Other cities that could soon gain transit support based on transit station outlines Apple has added include Perth, Australia; Las Vegas, Nevada; Phoenix, Arizona; Rome, Italy; Taiwan; and several German states, including Hamburg, Bremen, Niedersachsen, and Schleswig-Holstein.
Other recent transit rollouts include The Netherlands, Paris, Singapore, and Adelaide, Australia.